On Measuring Loss Robustness Using Maximum A Posteriori Estimate

DOI10.1081/STA-120029826MaRDI QIDQ3155313zbMATH OpenOpenAlexFDO

Authors Athanasios C. Micheas, Dipak K. Dey

Publication date 14 January 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-120029826

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• An overview of robust Bayesian analysis. (With discussion)
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Conjugate priors for exponential families
• Estimation with Incompletely Specified Loss Functions (the Case of Several Location Parameters)
• PLU Robust Bayesian Decision Theory: Point Estimation
• Some aspects of Bayesian loss-robustness
• Stable decision problems
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(7)

• Global robustness with respect to the loss function and the prior
• Loss robustness via Fisher-weighted squared-error loss function
• Bayes pre-test estimation for the change point of the changing one parameter exponential family
• A Tunable Loss Function for Robust Classification: Calibration, Landscape, and Generalization
• A Unified Approach to Prior and Loss Robustness
• Credibility premiums for natural exponential family and general 0-1 loss function
• On the Loss Robustness of Least-Square Estimators

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